Related papers: Deselection of Base-Learners for Statistical Boost…
Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…
We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the…
Improving existing widely-adopted prediction models is often a more efficient and robust way towards progress than training new models from scratch. Existing models may (a) incorporate complex mechanistic knowledge, (b) leverage proprietary…
The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…
Gradient boosting of prediction rules is an efficient approach to learn potentially interpretable yet accurate probabilistic models. However, actual interpretability requires to limit the number and size of the generated rules, and existing…
This paper proposes a universal method, Boost Picking, to train supervised classification models mainly by un-labeled data. Boost Picking only adopts two weak classifiers to estimate and correct the error. It is theoretically proved that…
Assessing the statistical significance of parameter estimates is an important step in high-dimensional vector autoregression modeling. Using the least-squares boosting method, we compute the p-value for each selected parameter at every…
We offer a novel view of AdaBoost in a statistical setting. We propose a Bayesian model for binary classification in which label noise is modeled hierarchically. Using variational inference to optimize a dynamic evidence lower bound, we…
Modifying standard gradient boosting by replacing the embedded weak learner in favor of a strong(er) one, we present SyRBo: Symbolic-Regression Boosting. Experiments over 98 regression datasets show that by adding a small number of boosting…
In this article, we propose a novel strategy for conducting variable selection without prior model topology knowledge using the knockoff method with boosted tree models. Our method is inspired by the original knockoff method, where the…
The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…
The use of multivariate classifiers has become commonplace in particle physics. To enhance the performance, a series of classifiers is typically trained; this is a technique known as boosting. This paper explores several novel boosting…
Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…
Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like…
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…
We propose a new regression algorithm that learns from a set of input-output pairs. Our algorithm is designed for populations where the relation between the input variables and the output variable exhibits a heterogeneous behavior across…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
In the presence of grouped covariates, we propose a framework for boosting that allows to enforce sparsity within and between groups. By using component-wise and group-wise gradient boosting at the same time with adjusted degrees of…
Automatic machine learning performs predictive modeling with high performing machine learning tools without human interference. This is achieved by making machine learning applications parameter-free, i.e. only a dataset is provided while…
We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…